David I. Harvey

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Person:278188

Available identifiers

zbMath Open harvey.david-iMaRDI QIDQ278188

List of research outcomes





PublicationDate of PublicationType
A Bootstrap Stationarity Test for Predictive Regression Invalidity2024-11-08Paper
Bonferroni Type Tests for Return Predictability and the Initial Condition2024-10-28Paper
Improved tests for stock return predictability2023-12-07Paper
Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments2023-08-24Paper
Testing for a unit root against ESTAR stationarity2023-03-30Paper
Counting points on smooth plane quartics2022-11-24Paper
A deterministic algorithm for finding \(r\)-power divisors2022-10-27Paper
Tests for an end-of-sample bubble in financial time series2022-06-08Paper
A log-log speedup for exponent one-fifth deterministic integer factorisation2022-04-13Paper
Polynomial Multiplication over Finite Fields in Time \( O(n \log n \)2022-03-31Paper
Testing explosive bubbles with time-varying volatility2022-03-04Paper
An exponent one-fifth algorithm for deterministic integer factorisation2021-09-02Paper
Simple tests for stock return predictability with good size and power properties2021-07-30Paper
Integer multiplication in time \(O(n\log n)\)2021-04-08Paper
SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY2020-03-03Paper
Epistemic sets applied to best-of-\(n\) problems2020-02-20Paper
Faster polynomial multiplication over finite fields using cyclotomic coefficient rings2019-09-19Paper
On infimum Dickey-Fuller unit root tests allowing for a trend break under the null2018-11-23Paper
Real‐Time Monitoring for Explosive Financial Bubbles2018-11-16Paper
Faster integer multiplication using plain vanilla FFT primes2018-09-20Paper
Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown2018-09-05Paper
Faster Polynomial Multiplication over Finite Fields2018-08-02Paper
On the complexity of integer matrix multiplication2018-06-06Paper
Testing for parameter instability in predictive regression models2018-04-18Paper
The impact of the initial condition on covariate augmented unit root tests2018-02-07Paper
Corrigendum to ``Modified tests for a change in persistence2017-05-12Paper
Testing for unit roots in the presence of uncertainty over both the trend and initial condition2017-05-12Paper
Fast Polynomial Multiplication over F 2 602017-05-10Paper
Computing -series of geometrically hyperelliptic curves of genus three2017-04-04Paper
Computing Hasse–Witt matrices of hyperelliptic curves in average polynomial time, II2016-09-02Paper
Even faster integer multiplication2016-09-01Paper
Unit root testing under a local break in trend2016-08-15Paper
Robust methods for detecting multiple level breaks in autocorrelated time series2016-08-04Paper
Erratum to: ``A simple, robust and powerful test of the trend hypothesis2016-06-06Paper
A simple, robust and powerful test of the trend hypothesis2016-05-27Paper
Modified tests for a change in persistence2016-05-02Paper
Computing zeta functions of arithmetic schemes2016-01-25Paper
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics2015-10-12Paper
An in-place truncated fourier transform and applications to polynomial multiplication2015-09-17Paper
Confidence sets for the date of a break in level and trend when the order of integration is unknown2015-05-06Paper
A subquadratic algorithm for computing the $n$-th Bernoulli number2014-09-10Paper
A search for Wilson primes2014-09-10Paper
Computing Hasse–Witt matrices of hyperelliptic curves in average polynomial time2014-09-05Paper
Asymptotic behaviour of tests for a unit root against an explosive alternative2014-06-18Paper
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics2014-06-06Paper
Counting points on hyperelliptic curves in average polynomial time2014-04-14Paper
Faster arithmetic for number-theoretic transforms2014-03-03Paper
Fast Computation of Bernoulli, Tangent and Secant Numbers2014-02-18Paper
A bootstrap test for additive outliers in non-stationary time series2013-11-26Paper
Faster deterministic integer factorization2013-11-15Paper
Statistics of Different Reduction Types of Fermat Curves2013-11-11Paper
An infimum coefficient unit root test allowing for an unknown break in trend2012-12-27Paper
The Karatsuba integer middle product2012-05-11Paper
Characterizing projective spaces on deformations of Hilbert schemes of K3 surfaces2012-01-11Paper
The impact of the initial condition on robust tests for a linear trend2011-11-26Paper
Testing for nonlinear deterministic components when the order of integration is unknown2011-11-26Paper
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY2011-11-22Paper
Efficient Computation of p-Adic Heights2011-09-15Paper
Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices2011-07-28Paper
Faster algorithms for the square root and reciprocal of power series2011-03-07Paper
A multimodular algorithm for computing Bernoulli numbers2010-10-08Paper
A Powerful Test for Linearity When the Order of Integration is Unknown2010-07-02Paper
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION2009-09-30Paper
REJOINDER2009-09-30Paper
SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS2009-09-30Paper
Faster polynomial multiplication via multipoint Kronecker substitution2009-09-14Paper
A cache-friendly truncated FFT2009-07-10Paper
Seasonal unit root tests and the role of initial conditions2008-12-15Paper
Sample size, lag order and critical values of seasonal unit root tests2008-12-11Paper
On Robust Trend Function Hypothesis Testing2008-04-04Paper
Kedlaya's Algorithm in Larger Characteristic2008-01-30Paper
Unit roots and double smooth transitions2007-10-09Paper
Testing for time series linearity2007-08-09Paper
Power of a Unit-Root Test and the Initial Condition2007-05-29Paper
A NOTE ON BUSETTI-HARVEY TESTS FOR STATIONARITY IN SERIES WITH STRUCTURAL BREAKS2007-05-29Paper
Modified tests for a change in persistence2006-10-01Paper
https://portal.mardi4nfdi.de/entity/Q54748912006-06-26Paper
On testing for unit roots and the initial observation2005-11-21Paper
Selberg's symmetry formula.2005-11-03Paper
Analysis of a panel of UK macroeconomic forecasts2002-08-07Paper
Seasonal unit root tests with seasonal mean shifts2002-07-31Paper
https://portal.mardi4nfdi.de/entity/Q48515441995-10-10Paper

Research outcomes over time

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